Since the process to get a Kazak visa is quicker (if required at all) and inexpensive to get in comparison to the Turkmen visa, one of the option to get to Central Asia is to sail the Caspian sea between Azerbaijan (Baku) and Kazakhstan (Aktau).
It is a very irregular ferry that carries some passengers and a small numbers of vehicles and trucks and leaves when its hold fills. Tickets are sold on the internet and on the day of departure at the sea port. You must check with the ticket office every morning to find out if there is a sailing that day. Since 2018, the ferry leaves from the Baku International Sea Trade Port in Alat this is about 60km southwest to Baku. Pay attention because even the tourist information centre is not aware of this (at the time this article was written). To get there, take a taxi or the local bus 125 and 195 (2-3 AZN). The bus will take you 2km away from the sea port entrance. Ferry tickets are 70$ per person for a cabin of four or 80$ for a cabin of two.
The ship leaves in the evening for a scheduled crossing of 18 hours – because of weather conditions and long waiting time in the ports (at arrival and departure) – three days is a frequent average time for crossing the sea, more is not unknown. Leave your passport to the captain when boarding the ferry. This is a full on board service (including bed linen) but take food for the journey as it might be poor and not sufficient for some of you. Cabins are outdated but some are on-suite others have shared bathroom and toilets. It seems that if you get first you will have the nicest one with a sea view !
You will arrive in Quryq sea port in Kazakhstan this is 60km southeast Aktau. The port was built in August 2018. There is a canteen and some refreshments but no transport to Aktau when we were there (August2018). There are very few local taxis to take you to Aktau, it should cost you 10$ but don’t be surprised if you are offered a lift for 60$. Clearing customs is proven to be difficult as it takes a very long time. At least 3H for passengers and lot more for passengers with cars and for truck drivers. Hitchhike is a challenge but we got lucky with meeting a tourist with his own transport whom was going to Aktau. We disembarked at 9am in them morning in Quryq and got to Aktau at 8pm in the evening. So consider this travel time (four days in total in our case) and the uncertainty when planning your journey.